Multi-choices are pretty simple. They're like folders for other choices. Here are mine. They're the ones which you can 'open' and 'close'.
To actually add something in this "folder", you need to drag it in! This is not easy to do when it is the first item in the multi-folder.
Make sure the multi is unfolded (as it is in the screenshot). Click the drag handle of one of the choices you want to add and drag it to just below and to the right of the drag handle for the multi. When successful, the choice will be indented under the multi.